Exasim: Generating discontinuous Galerkin codes for numerical solutions of partial differential equations on graphics processors
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97 MATHEMATICS AND COMPUTING↗
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Results for “numerical differentiation”
Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.
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Study of methods for the numerical solution of ordinary differential equations final report, 9 nov. 1963 - 8 nov. 1964
Methods for integrating nonlinear coupled differential equations - motion equations of earth-moon satellite
NONLINEAR EQUATION↗
Study compares methods for the numerical solution of ordinary differential equations
Study compares the use of five different methods for the computer solution of the restricted three-body problem. It describes the implementation of each method on a burroughs B-5000 computer and in terms of speed and accuracy.
Source record↗
Nonlinear grid error effects on numerical solution of partial differential equations
Finite difference solutions of nonlinear partial differential equations require discretizations and consequently grid errors are generated. These errors strongly affect stability and convergence properties of difference models. Previously such errors were analyzed by linearizing the difference equations for solutions. Properties of mappings of decadence were used to analyze nonlinear instabilities. Such an analysis is directly affected by initial/boundary conditions. An algorithm was developed, applied to nonlinear Burgers equations, and verified computationally. A preliminary test shows that Navier-Stokes equations may be treated similarly.
Dey, S. K.↗
A new explicit method for the numerical solution of parabolic differential equations
A new method is derived for solving parabolic partial differential equations arising in transient heat conduction or in boundary-layer flows. The method is based on a combination of the modified differential quadrature (MDQ) method with the rational Runge-Kutta time-integration scheme. It is fully explicit, requires no matrix inversion, and is stable for any time-step for the heat equations. Burgers equation and the one- and two-dimensional heat equations are solved to demonstrate the accuracy and efficiency of the proposed algorithm. The present method is found to be very accurate and efficient when results are compared with analytic solutions.
Satofuka, N.↗
On substructuring algorithms and solution techniques for the numerical approximation of partial differential equations
Substructuring methods are in common use in mechanics problems where typically the associated linear systems of algebraic equations are positive definite. Here these methods are extended to problems which lead to nonpositive definite, nonsymmetric matrices. The extension is based on an algorithm which carries out the block Gauss elimination procedure without the need for interchanges even when a pivot matrix is singular. Examples are provided wherein the method is used in connection with finite element solutions of the stationary Stokes equations and the Helmholtz equation, and dual methods for second-order elliptic equations.
Gunzburger, M. D.↗
A Numerical Scheme for Ordinary Differential Equations Having Time Varying and Nonlinear Coefficients Based on the State Transition Matrix
A variable order method of integrating initial value ordinary differential equations that is based on the state transition matrix has been developed. The method has been evaluated for linear time variant and nonlinear systems of equations. While it is more complex than most other methods, it produces exact solutions at arbitrary time step size when the time variation of the system can be modeled exactly by a polynomial. Solutions to several nonlinear problems exhibiting chaotic behavior have been computed. Accuracy of the method has been demonstrated by comparison with an exact solution and with solutions obtained by established methods.
Bartels, Robert E.↗
Numerical solution of nonlinear partial differential equations of mixed type
A review is presented of some recently developed numerical methods for the solution of nonlinear equations of mixed type. The methods considered use finite difference approximations to the differential equation. Central difference formulas are employed in the subsonic zone and upwind difference formulas are used in the supersonic zone. The relaxation method for the small disturbance equation is discussed and a description is given of difference schemes for the potential flow equation in quasi-linear form. Attention is also given to difference schemes for the potential flow equation in conservation form, the analysis of relaxation schemes by the time dependent analogy, the accelerated iterative method, and three-dimensional calculations.
Jameson, A.↗
The stability of numerical methods for second order ordinary differential equations
An important characterization of a numerical method for first order ODE's is the region of absolute stability. If all eigenvalues of the linear problem dy/dt = Ay are inside this region, the numerical method is stable. If the second order system d/dt(dy/dt) = 2Ady/dt - By is solved as a first order system, the same result applies to the eigenvalues of the generalized eigenvalue problem (lambda-squared)I 2(lambda)A + B. No such region exists for general methods for second order equations, but in some cases a region of absolute stability can be defined for methods for the single second order equation d/dt(dy/dt) = 2ady/dt - by. The absence of a region of absolute stability can occur when different members of a system of first order equations are solved by different methods.
Gear, C. W.↗
Legendre-tau approximations for functional differential equations
The numerical approximation of solutions to linear retarded functional differential equations are considered using the so-called Legendre-tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time-differentiation. The approximate solution is then represented as a truncated Legendre series with time-varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximation is made.
Ito, K.↗
Some numerical methods for integrating systems of first-order ordinary differential equations
Report on numerical methods of integration includes the extrapolation methods of Bulirsch-Stoer and Neville. A comparison is made nith the Runge-Kutta and Adams-Moulton methods, and circumstances are discussed under which the extrapolation method may be preferred.
Clark, N. W.↗
Numerical Study of Buoyancy and Differential Diffusion Effects on the Structure and Dynamics of Triple Flames
Triple flames arise in a number of practical configurations where fuel and oxidizer are partially premixed, such as in the base of a lifted jet flame. Past experimental studies, theoretical analyses, and numerical modeling of triple flames suggested the potential role of triple flames in stabilizing turbulent flames and in promoting flame propagation. From recent numerical simulations of laminar triple flames, a strong influence of differential diffusion among species and heat on the triple flame structure has been gradually appreciated. This paper reports preliminary numerical results on the influence of gravity and differential diffusion effects on the structure and dynamics of triple flames with a one-step global irreversible chemistry model.
Chen, J. -Y.↗
A combined integrating and differentiating matrix formulation for boundary value problems on rectangular domains
Integrating and differentiating matrices allow the numerical integration and differential of functions whose values are known at points of a discrete grid. Previous derivations of these matrices were restricted to one dimensional grids or to rectangular grids with uniform spacing in at least one direction. Integrating and differentiating matrices were developed for grids with nonuniform spacing in both directions. The use of these matrices as operators to reformulate boundary value problems on rectangular domains as matrix problems for a finite dimensional solution vector is considered. The method requires nonuniform grids which include near boundary points. An eigenvalue problem for the transverse vibrations of a simply supported rectangular plate is solved to illustrate the method.
Lakin, W. D.↗
A combined integrating- and differentiating-matrix formulation for boundary-value problems on rectangular domains
Integrating and differentiating matrices allow the numerical integration and differential of functions whose values are known at points of a discrete grid. Previous derivations of these matrices were restricted to one dimensional grids or to rectangular grids with uniform spacing in at least one direction. Integrating and differentiating matrices were developed for grids with nonuniform spacing in both directions. The use of these matrices as operators to reformulate boundary value problems on rectangular domains as matrix problems for a finite dimensional solution vector is considered. The method requires nonuniform grids which include near boundary points. An eigenvalue problem for the transverse vibrations of a simply supported rectangular plate is solved to illustrate the method.
Lakin, W. D.↗
Learning effective stochastic differential equations from microscopic simulations: Linking stochastic numerics to deep learning
We identify effective stochastic differential equations (SDEs) for coarse observables of fine-grained particle- or agent-based simulations; these SDEs then provide useful coarse surrogate models of the fine scale dynamics. We approximate the drift and diffusivity functions in these effective SDEs through neural networks, which can be thought of as effective stochastic ResNets. The loss function is inspired by, and embodies, the structure of established stochastic numerical integrators (here, Euler–Maruyama and Milstein); our approximations can thus benefit from backward error analysis of these underlying numerical schemes. They also lend themselves naturally to “physics-informed” gray-box identification when approximate coarse models, such as mean field equations, are available. Existing numerical integration schemes for Langevin-type equations and for stochastic partial differential equations can also be used for training; we demonstrate this on a stochastically forced oscillator and the stochastic wave equation. Our approach does not require long trajectories, works on scattered snapshot data, and is designed to naturally handle different time steps per snapshot. We consider both the case where the coarse collective observables are known in advance, as well as the case where they must be found in a data-driven manner.
97 MATHEMATICS AND COMPUTING↗
Numerical methods for large-scale, time-dependent partial differential equations
A survey of numerical methods for time dependent partial differential equations is presented. The emphasis is on practical applications to large scale problems. A discussion of new developments in high order methods and moving grids is given. The importance of boundary conditions is stressed for both internal and external flows. A description of implicit methods is presented including generalizations to multidimensions. Shocks, aerodynamics, meteorology, plasma physics and combustion applications are also briefly described.
Turkel, E.↗
GCKP84--General Chemical Kinetics Code for Gas-Phase Flow and Batch Processes Including Heat Transfer Effects
A general chemical kinetics code is described for complex, homogeneous ideal gas reactions in any chemical system. The main features of the GCKP84 code are flexibility, convenience, and speed of computation for many different reaction conditions. The code, which replaces the GCKP code published previously, solves numerically the differential equations for complex reaction in a batch system or one dimensional inviscid flow. It also solves numerically the nonlinear algebraic equations describing the well stirred reactor. A new state of the art numerical integration method is used for greatly increased speed in handling systems of stiff differential equations. The theory and the computer program, including details of input preparation and a guide to using the code are given.
David A Bittker↗
Orientation of the moon by numerical integration
The differential equations of rotational motion of the moon are solved by numerical integration methods. Euler's dynamical equations transformed to a convenient form are treated by techniques analogous to ordinary orbit determination procedures. The proposed method is fully consistent with the ephemeris of the moon and can utilize a variety of observational material for the solution of the selected parameters. Examples are given of comparison between the proposed method and Eckhardt's 1970 model of the physical librations of the moon. The merits of the new method are discussed in the light of conventional data sources like earth-based or satellite-based photography as well as newly available data types like laser ranging to retroreflectors on the moon.
Papo, H. B.↗